Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47438.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46043.52 Kr¶

PnL: ---------------------------------------> -845.05 Kr¶

DD now: ---------------------------------> -2.45 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:03:58.132216'

Anic Portfolio¶

Today¶

Return: -1.07 %¶

This Week¶

Return: -0.99 %¶

Total¶

Return: 55.301 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.730000 3432.000000 55.000000 1.630000 3377.000000
AcadeMedia 12 -2.450000 592.320000 35.320000 6.340000 557.000004
Corem Property Group B 59 -1.800000 611.240000 34.240000 5.930000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.870000 387.500000 32.500000 9.150000 355.000000
MedCap 2 -1.100000 451.000000 30.000000 7.130000 421.000000
Resurs Holding 22 -1.340000 601.260000 27.260000 4.750000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.120000 582.000000 12.000000 2.110000 570.000000
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.070000 523.200000 -3.800000 -0.720000 527.000000
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Nordea Bank Abp 29 -0.200000 3447.520000 -6.480000 -0.190000 3453.999992
Essity B 2 -0.460000 558.000000 -16.000000 -2.790000 574.000000
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.300000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 -3.450000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46043.520000 -845.050000 -2.44993% 46888.564618

Updated:¶

'2023-01-25 12:04:10.946423'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶